Domain-scaled regular variation: mathematical foundations for a new tail approximation

DOI10.1016/J.SPA.2026.105004MaRDI QIDQ7302548zbMATH OpenFDO

Authors Kirstin Strokorb, Marco Oesting, Raphaël de Fondeville

Publication date 22 July 2026

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2026.105004

Mathematics Subject Classification ID

Gaussian processes (60G15) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70)

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